Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81803.7138 | 69803.9749 | 11999.7389 | 112684.7231 | 88322.4578 | 24362.2654 |
Total P&L (%) | 81.8037 | 69.804 | 11.9997 | 112.6847 | 88.3225 | 24.3623 |
Avg Daily Profit (%) | 4.7122 | 4.021 | 0.6912 | 4.4429 | 3.7135 | 1.2638 |
Buy And Hold Return (%) | 67.4977 | 67.4977 | 67.4977 | 67.4977 | 67.4977 | 67.4977 |
Max Trade Drawdown | -14329 | -14714 | -6073 | -27326 | -28056 | -7712 |
Profit Factor | 2.7112 | 3.2402 | 1.7209 | 2.5341 | 2.707 | 2.122 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Losing Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Profitability (%) | 55.7692 | 63.4615 | 48.0769 | 55.7692 | 63.4615 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.1502 | 1.8656 | 1.8585 | 2.0098 | 1.5586 | 2.2917 |
Largest Winning Trade | 16931 | 16931 | 3938 | 26565 | 26565 | 6043 |
Largest Losing Trade | -14010 | -14010 | -4795 | -26710 | -26710 | -7387 |
Avg Bars in Trades | 235 | 382 | 89 | 235 | 382 | 89 |
Avg Bars in Winners | 174 | 257 | 65 | 174 | 257 | 65 |
Avg Bars in Losers | 313 | 599 | 112 | 313 | 599 | 112 |
Bars Traded | 24541 | 19882 | 4659 | 24541 | 19882 | 4659 |
Profit Streak | 0 | 14.0625 | 0 | 0 | 14.0625 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80281 | -312309 | -333111 | 364424 | -228231 | -331560 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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